Anic Equity¶

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Total return since start: 0.55 %¶

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Equity now: -----------------------------> 47356.08 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45961.1 Kr¶

PnL: ---------------------------------------> -927.47 Kr¶

DD now: ---------------------------------> -2.619 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 15:39:08.292928'

Anic Portfolio¶

Today¶

Return: -0.165 %¶

This Week¶

Return: -1.162 %¶

Total¶

Return: 55.032 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 2.660000 3090.000000 163.000000 5.570000 2927.000000
HEBA B 70 -0.500000 2775.500000 139.500000 5.290000 2636.000010
HMS Networks 2 16.770000 807.600000 134.600000 20.000000 673.000000
SAAB B 8 0.960000 3440.800000 63.800000 1.890000 3377.000000
MedCap 2 0.000000 461.000000 40.000000 9.500000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.540000 394.100000 39.100000 11.010000 355.000000
Boozt 12 1.080000 1686.000000 32.000000 1.930000 1653.999996
Corem Property Group B 59 -1.820000 605.930000 28.930000 5.010000 576.999999
AcadeMedia 12 -1.150000 578.880000 21.880000 3.930000 557.000004
Resurs Holding 22 -1.210000 594.660000 20.660000 3.600000 573.999998
Intrum 4 3.060000 546.400000 19.400000 3.680000 527.000000
Nordea Bank Abp 29 0.100000 3472.460000 18.460000 0.530000 3453.999992
OEM International B 7 1.170000 543.900000 15.900000 3.010000 527.999997
Eastnine 4 0.480000 504.800000 13.800000 2.810000 491.000000
Swedbank A 3 -0.340000 577.800000 13.800000 2.450000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
Securitas B 6 0.150000 579.600000 9.600000 1.680000 570.000000
Karnov Group 9 0.670000 544.500000 8.500000 1.590000 536.000004
Norva24 Group 16 0.760000 550.400000 7.400000 1.360000 543.000000
CTEK 13 1.500000 537.030000 3.030000 0.570000 533.999999
Samhällsbyggnadsbo. i Norden D 12 0.390000 248.640000 2.640000 1.070000 246.000000
Coor Service Management Hold. 8 -0.220000 534.000000 2.000000 0.380000 532.000000
Creaspac SPAC 6 0.100000 577.800000 0.800000 0.140000 577.000002
Handelsbanken A 5 0.140000 540.500000 -5.500000 -1.010000 546.000000
Midsona B 63 1.120000 567.630000 -15.370000 -2.640000 582.999984
International Petroleum Corp. 5 1.180000 559.000000 -35.570000 -5.980000 594.565215
Essity B 2 -3.860000 537.600000 -36.400000 -6.340000 574.000000
Vivesto 1368 3.790000 553.770000 -59.230000 -9.660000 612.999432
Essity A 4 -3.400000 1080.000000 -69.000000 -6.010000 1149.000000
Sampo Oyj SDB 7 -1.380000 3762.500000 -87.500000 -2.270000 3850.000000
Beijer Electronics Group 26 -8.940000 2860.000000 -111.000000 -3.740000 2971.000006
Fasadgruppen Group 35 -0.960000 3598.000000 -213.000000 -5.590000 3810.999990
OX2 18 1.220000 1420.200000 -243.800000 -14.650000 1663.999992
Axfood 13 -3.160000 3463.200000 -292.800000 -7.800000 3756.000001
Ovzon 52 0.560000 2776.800000 -585.200000 -17.410000 3361.999992
TOTAL 45945.350000 -943.220000 -2.65178% 46888.564618

Updated:¶

'2023-01-26 15:38:07.465508'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶